Time Series Forecasting with Neural Networks

Automatic time series modelling with neural networks. Allows fully automatic, semi-manual or fully manual specification of networks. For details of the specification methodology see: (i) Crone and Kourentzes (2010) ; and (ii) Kourentzes et al. (2014) .


Time series modelling with neural networks for R: nnfor package

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Development repository for the nnfor package for R. Stable version available on CRAN.

To install the development version use:

if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/nnfor")

Otherwise, install the stable version from CRAN:

install.packages("nnfor")

Tutorial

You can find a tutorial on using nnfor for time series forecasting here.

Author

Nikolaos Kourentzes - (http://nikolaos.kourentzes.com/)

References

License

This project is licensed under the GPL3 License

Happy forecasting!

News

CHANGES IN NNFOR VERSION 0.9.6 (15 JAN 2019)

  • Updated dependencies

CHANGES IN NNFOR VERSION 0.9.5 (12 JAN 2019)

  • Removed functions mseastest, cmav and lagmatrix from nnfor. These are now available in package tsutils.
  • Updated license to GPL-3.

CHANGES IN NNFOR VERSION 0.9.4 (11 JUL 2018)

  • Fix for msts time series and allow.det.season argument.

CHANGES IN NNFOR VERSION 0.9.3 (01 Apr 2018)

  • Changes in how trigonometric seasonal dummies are handled.

CHANGES IN NNFOR VERSION 0.9.2 (11 Dec 2017)

  • Documentation fixes.

CHANGES IN NNFOR VERSION 0.9.2 (30 Nov 2017)

  • Added option to use previously specified mlp and elm (see arguments model and retrain).

CHANGES IN NNFOR VERSION 0.9.1 (29 Oct 2017)

  • Fix on univariate keep vector when no univariate lags are selected (lags=0).

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("nnfor")

0.9.6 by Nikolaos Kourentzes, 3 months ago


http://kourentzes.com/forecasting/2019/01/16/tutorial-for-the-nnfor-r-package/


Report a bug at https://github.com/trnnick/nnfor/issues


Browse source code at https://github.com/cran/nnfor


Authors: Nikolaos Kourentzes [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports glmnet, neuralnet, plotrix, MASS, tsutils, uroot

Depends on forecast

Suggests thief


See at CRAN